All three have their obvious perks, so it depends whether you prefer slice of life, celebrity life or saving the world as your type of Wish Fulfillment.
However, remember this: Does your heroine work alone, or in a group?
only magical girl powers can affect The Heartless), or maybe the other magic-users just live in Another Dimension and have no investment in what's going on.
Want to throw out the genre tropes and instead use the plot devices from Humongous Mecha series? Or maybe you want to send in a Deconstructor Fleet, or just make a darker series?
The latter has become much more common nowadays, probably because it allows The Power of Friendship to be exercised more often.
If you're doing the Magical Girl Warrior thing, you might want to throw in a Mysterious Protector or Aloof Ally along with the band (Actually, that might work for a Magic Idol Singer, too...).
If there's a whole Wainscot Society of adult wizards running around, then you may need a further Unique Protagonist Asset to explain why they haven't resolved the plot themselves.
Maybe magical girls have a different kind of magic that's stronger or better suited to the problems at hand (e.g.
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